Some insights into the foreign exchange pricing puzzle: Evidence from a small open economy

Author:

Chen Jianguo,Naylor Michael,Lu Xingshen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Exposure to currency risk: Definition and measurement;Adler;Financial Management,1984

2. Allayannis, G., 1997. The time-variation of exchange rate exposure: An industry analysis. Working paper, NYU.

3. Evidence on exchange rate and valuation of equity shares;Amihud,1994

4. Firm valuation, earnings expectations, and the exchange-rate exposure effect;Bartov;Journal of Finance,1994

5. Bartram, S.M., 2002. Linear and non-linear foreign exchange rate exposures of German nonfinancial corporations. Working paper, Graduate School of Management, Lancaster University.

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